+1,051.5%
MS vs HBM
+443.9%
+607.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.0% |
| 7D | -1.6% | -3.6% | +2.1% | -0.6% |
| 30D | -3.8% | -19.2% | +15.4% | +1.4% |
| 3M | -14.6% | -20.5% | +5.9% | -10.1% |
| 6M | -5.1% | -12.8% | +7.8% | -3.7% |
| YTD | +4.5% | +5.4% | -0.9% | -1.1% |
| 1Y | +13.5% | +33.0% | -19.4% | +1.0% |
| 3Y | +160.4% | +357.3% | -196.9% | +59.3% |
| 5Y | +112.9% | +210.4% | -97.5% | +34.3% |
| 10Y | +633.4% | +387.1% | +246.3% | +223.8% |
| All | +1,051.5% | +443.9% | +607.5% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling